Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47452.36 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46057.39 Kr¶

PnL: ---------------------------------------> -831.18 Kr¶

DD now: ---------------------------------> -2.421 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 11:29:48.148736'

Anic Portfolio¶

Today¶

Return: -1.041 %¶

This Week¶

Return: -0.961 %¶

Total¶

Return: 55.347 %¶

Benchmark comparison TODAY¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.000000 2761.500000 125.500000 4.760000 2636.000010
Beijer Electronics Group 26 -0.670000 3073.200000 102.200000 3.440000 2971.000006
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
SAAB B 8 0.630000 3428.800000 51.800000 1.530000 3377.000000
AcadeMedia 12 -2.210000 593.760000 36.760000 6.600000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.640000 388.400000 33.400000 9.410000 355.000000
MedCap 2 -0.660000 453.000000 32.000000 7.600000 421.000000
Corem Property Group B 59 -2.180000 608.880000 31.880000 5.530000 576.999999
Resurs Holding 22 -1.160000 602.360000 28.360000 4.940000 573.999998
Norva24 Group 16 -0.280000 564.800000 21.800000 4.010000 543.000000
Boozt 12 -1.270000 1675.200000 21.200000 1.280000 1653.999996
Swedbank A 3 -0.650000 577.350000 13.350000 2.370000 564.000000
Securitas B 6 -0.940000 583.080000 13.080000 2.290000 570.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
HMS Networks 2 -3.660000 684.800000 11.800000 1.750000 673.000000
Coor Service Management Hold. 8 -0.890000 537.200000 5.200000 0.980000 532.000000
OEM International B 7 -1.170000 532.700000 4.700000 0.890000 527.999997
Samhällsbyggnadsbo. i Norden D 12 -0.580000 248.880000 2.880000 1.170000 246.000000
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Fastighetsbolag. Emilshus Pref 21 -2.010000 563.850000 1.850000 0.330000 562.000005
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Intrum 4 -3.700000 525.200000 -1.800000 -0.340000 527.000000
Handelsbanken A 5 -1.320000 540.500000 -5.500000 -1.010000 546.000000
Nordea Bank Abp 29 -0.300000 3444.040000 -9.960000 -0.290000 3453.999992
Essity B 2 -0.210000 559.400000 -14.600000 -2.540000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
CTEK 13 -1.580000 509.210000 -24.790000 -4.640000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.080000 552.000000 -42.570000 -7.160000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.290000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 0.330000 3594.500000 -161.500000 -4.300000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -2.860000 1406.700000 -257.300000 -15.460000 1663.999992
Ovzon 52 -2.720000 2787.200000 -574.800000 -17.100000 3361.999992
TOTAL 46057.390000 -831.180000 -2.42141% 46888.564618

Updated:¶

'2023-01-25 11:30:00.911583'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶